I've actually answered had to solve this recently and was looking for more ways to work on plots like these.  I have the same edition you do and ended up being able to use the code that is found in the PROC TEMPLATE for ellipses, (like an earlier contributor said) on the SAS site here.   If you make new a dataset with both measures of the width and legnth of the axies for each ellipse, to extend what the previous contributor did, then you can easily pull that into the PROC TEMPLATE code, and include it in a second ELLIPSEPARM statement in the PROC TEMPLATE step.  This will allow you to have both of the ellipses on the same graph, just like the book; I'm not sure what the correct slope should be though.  I used a slope of 1, and it looked ok.   Hope this helps. ... View more